+183.3%
CAT vs EFX
-31.2%
+214.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.2% |
| 7D | -10.3% | +2.7% | -13.0% | -10.8% |
| 30D | -31.2% | +33.1% | -64.3% | -34.8% |
| 3M | -34.7% | +8.2% | -42.8% | -36.0% |
| 6M | -39.5% | +10.2% | -49.6% | -41.5% |
| YTD | -1.7% | -11.8% | +10.2% | 0.0% |
| 1Y | -1.1% | -6.1% | +5.0% | -1.4% |
| 3Y | +143.9% | +7.5% | +136.4% | +126.6% |
| All | +183.3% | -31.2% | +214.5% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling